-46.9%
CPNG vs ALL
+42.7%
-89.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.9% | +9.1% | +12.6% |
| 7D | +20.8% | +7.5% | +13.3% | +23.0% |
| 30D | +20.1% | +19.7% | +0.3% | +26.2% |
| 3M | +1.6% | +2.9% | -1.3% | +1.8% |
| 6M | -15.8% | +23.5% | -39.4% | -7.8% |
| YTD | -27.7% | +31.1% | -58.9% | -18.4% |
| 1Y | -46.9% | +40.5% | -87.4% | -39.8% |
| All | -46.9% | +42.7% | -89.6% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling